Database exists, assume schema does, too.
Seasonal Indexes
03-31 06-30 09-30 12-31
0 Energy ETF Information Technology ETF Information Technology ETF Information Technology ETF
1 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Financials ETF
2 Utilities ETF Energy ETF SP500 Materials ETF
3 SP1500 Materials ETF Industrials ETF SP600
4 Industrials ETF SP1500 SP1500 Consumer Discretionary ETF
5 SP500 SP500 Health Care ETF SP400
6 SP600 SP600 Utilities ETF SP500
7 Health Care ETF SP400 Consumer Staples ETF SP1500
8 Consumer Staples ETF Health Care ETF Financials ETF Health Care ETF
9 SP400 Communication Services ETF Materials ETF Consumer Staples ETF
10 Financials ETF Real Estate ETF Communication Services ETF Energy ETF
11 Consumer Discretionary ETF Financials ETF SP400 Utilities ETF
12 Real Estate ETF Industrials ETF Real Estate ETF Industrials ETF
13 Materials ETF Consumer Staples ETF SP600 Real Estate ETF
14 Communication Services ETF Utilities ETF Energy ETF Communication Services ETF
03-31 06-30 09-30 12-31
SP1500 -0.010622 0.081757 0.041626 0.049958
SP500 -0.011990 0.080771 0.045646 0.050086
SP600 -0.017768 0.080509 0.019158 0.057970
SP400 -0.019859 0.080174 0.020554 0.051549
Communication Services ETF -0.032872 0.075995 0.022591 0.017899
Consumer Discretionary ETF -0.021214 0.120254 0.052510 0.052777
Consumer Staples ETF -0.018663 0.035480 0.034807 0.045915
Energy ETF 0.055913 0.096281 -0.039735 0.042416
Financials ETF -0.020711 0.061049 0.030176 0.065446
Health Care ETF -0.017923 0.078706 0.041045 0.047467
Industrials ETF -0.011020 0.058300 0.045427 0.039920
Information Technology ETF 0.006217 0.121831 0.068693 0.067531
Materials ETF -0.026671 0.082827 0.027940 0.058669
Real Estate ETF -0.026416 0.075756 0.019424 0.038472
Utilities ETF -0.001263 0.026125 0.039218 0.042001
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current
06-17
Energy ETF -0.043815
Consumer Staples ETF -0.096218
Utilities ETF -0.125888
Health Care ETF -0.134327
Materials ETF -0.161041
SP600 -0.165794
Industrials ETF -0.178228
SP1500 -0.184779
Financials ETF -0.187815
SP500 -0.189930
Real Estate ETF -0.190735
SP400 -0.192427
Communication Services ETF -0.226489
Information Technology ETF -0.232112
Consumer Discretionary ETF -0.260025
standard deviations
03-31 06-30 09-30 12-31
SP1500 0.134644 0.072380 0.037999 0.110320
SP500 0.127411 0.070450 0.039033 0.106496
SP600 0.199479 0.088447 0.037096 0.179394
SP400 0.157662 0.100224 0.037075 0.138781
Communication Services ETF 0.138244 0.095192 0.045269 0.123434
Consumer Discretionary ETF 0.151791 0.146922 0.083611 0.127243
Consumer Staples ETF 0.096633 0.035421 0.049261 0.063730
Energy ETF 0.369457 0.166709 0.099129 0.202483
Financials ETF 0.192299 0.053666 0.014462 0.140299
Health Care ETF 0.079810 0.054107 0.065798 0.098650
Industrials ETF 0.178470 0.072339 0.066050 0.134044
Information Technology ETF 0.135329 0.113409 0.054569 0.136753
Materials ETF 0.163483 0.099766 0.065317 0.127072
Real Estate ETF 0.161483 0.056090 0.032025 0.078165
Utilities ETF 0.092016 0.021473 0.033841 0.054883
t scores
03-31 06-30 09-30 12-31
SP1500 -0.035281 0.505153 0.489908 0.202519
SP500 -0.042087 0.512730 0.522980 0.210329
SP600 -0.039834 0.407076 0.230960 0.144515
SP400 -0.056330 0.357747 0.247928 0.166115
Communication Services ETF -0.106341 0.357027 0.223180 0.064848
Consumer Discretionary ETF -0.062503 0.366041 0.280865 0.185493
Consumer Staples ETF -0.086371 0.447954 0.315992 0.322196
Energy ETF 0.067680 0.258283 -0.179260 0.093682
Financials ETF -0.048166 0.508740 0.933164 0.208614
Health Care ETF -0.100433 0.650529 0.278976 0.215182
Industrials ETF -0.027615 0.360421 0.307577 0.133187
Information Technology ETF 0.020546 0.480423 0.562966 0.220841
Materials ETF -0.072960 0.371283 0.191302 0.206478
Real Estate ETF -0.073157 0.604012 0.271246 0.220111
Utilities ETF -0.006140 0.544116 0.518265 0.342246
p values
03-31 06-30 09-30 12-31
SP1500 0.487036 0.675887 0.671106 0.573766
SP500 0.484537 0.678247 0.681422 0.576557
SP600 0.485364 0.644372 0.583899 0.552872
SP400 0.479310 0.627889 0.589904 0.560685
Communication Services ETF 0.461012 0.627646 0.581136 0.523813
Consumer Discretionary ETF 0.477047 0.630688 0.601465 0.567662
Consumer Staples ETF 0.468307 0.657720 0.613641 0.615774
Energy ETF 0.524851 0.593553 0.434579 0.534366
Financials ETF 0.482306 0.677006 0.790214 0.575945
Health Care ETF 0.463168 0.719135 0.600805 0.578288
Industrials ETF 0.489852 0.628793 0.610739 0.548761
Information Technology ETF 0.507551 0.668108 0.693606 0.580304
Materials ETF 0.473215 0.632451 0.569748 0.575182
Real Estate ETF 0.473143 0.705773 0.598102 0.580044
Utilities ETF 0.497743 0.687902 0.679964 0.622630
array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)
Energy ETF Consumer Staples ETF Utilities ETF Health Care ETF Materials ETF SP600 Industrials ETF SP1500 Financials ETF SP500 Real Estate ETF SP400 Communication Services ETF Information Technology ETF Consumer Discretionary ETF
2017-03-31 00:00:00 nan nan nan nan nan nan nan nan nan nan nan nan nan nan nan
2017-06-30 00:00:00 -0.078709 0.010040 0.022113 0.072895 0.026999 0.018327 0.042167 0.030375 0.038955 0.030708 0.017375 0.031752 -0.024136 0.041388 0.028386
2017-09-30 00:00:00 0.069612 -0.012346 0.031518 0.040565 0.066617 0.064962 0.052781 0.044807 0.052789 0.045666 0.008095 0.035020 0.015498 0.083223 0.014521
2017-12-31 00:00:00 0.073946 0.059268 0.000687 0.018576 0.071798 0.038747 0.066175 0.066880 0.073683 0.069917 0.012742 0.074139 0.000763 0.093087 0.097848
2018-03-31 00:00:00 -0.078807 -0.073521 -0.033734 -0.020049 -0.072483 -0.011631 -0.033542 -0.021321 -0.015065 -0.024130 -0.086159 -0.003978 -0.085669 0.020711 -0.001942
2018-06-30 00:00:00 0.150528 0.006353 0.053422 0.055259 0.036210 0.106722 -0.008057 0.052094 -0.011331 0.047568 0.094633 0.045520 0.035862 0.080437 0.088528
2018-09-30 00:00:00 0.021911 0.050064 0.019751 0.137698 0.007338 0.032842 0.094874 0.070536 0.031675 0.078236 0.000044 0.032902 0.023115 0.117719 0.066008
2018-12-31 00:00:00 -0.267451 -0.055862 0.009925 -0.108129 -0.154310 -0.193040 -0.183620 -0.142834 -0.138848 -0.137319 -0.058855 -0.172165 -0.143117 -0.174415 -0.162070
2019-03-31 00:00:00 0.178564 0.111156 0.103055 0.081835 0.126958 0.124660 0.183161 0.151853 0.109942 0.144236 0.173365 0.157497 0.139541 0.217473 0.157197
2019-06-30 00:00:00 -0.048754 0.036556 0.035855 0.017469 0.040951 0.010843 0.034436 0.039106 0.067026 0.040369 0.015389 0.030815 0.035928 0.054745 0.040127
2019-09-30 00:00:00 -0.075658 0.056319 0.090872 -0.035439 -0.013089 -0.004200 0.004465 0.006291 0.013235 0.011423 0.075811 -0.009122 -0.002023 0.016115 0.002509
2019-12-31 00:00:00 0.054552 0.036517 0.002011 0.147851 0.066971 0.082573 0.058155 0.090490 0.096390 0.089876 0.005745 0.066590 0.086727 0.139034 0.056223
2020-03-31 00:00:00 -0.523877 -0.141472 -0.141270 -0.131539 -0.278876 -0.328050 -0.279339 -0.205302 -0.330709 -0.194477 -0.241350 -0.247693 -0.187109 -0.131215 -0.231167
2020-06-30 00:00:00 0.332245 0.094561 0.024507 0.164463 0.260712 0.223617 0.182339 0.206715 0.135641 0.201618 0.135399 0.259149 0.224230 0.318555 0.379795
2020-09-30 00:00:00 -0.188315 0.098022 0.051209 0.062281 0.120651 0.032878 0.118587 0.086119 0.028859 0.090383 0.013268 0.068091 0.097573 0.120087 0.192380
2020-12-31 00:00:00 0.300830 0.074374 0.073335 0.101111 0.172363 0.312278 0.178685 0.132216 0.253698 0.121185 0.092916 0.211458 0.182130 0.138205 0.172875
2021-03-31 00:00:00 0.324479 0.030385 0.031042 0.025327 0.105419 0.184526 0.116450 0.070761 0.165207 0.063518 0.087920 0.084662 0.083288 0.015110 0.073815
2021-06-30 00:00:00 0.126094 0.029888 -0.005272 0.083442 0.049264 0.043034 0.040613 0.080495 0.074954 0.083593 0.115985 0.033635 0.108092 0.114030 0.064435
2021-09-30 00:00:00 -0.026222 -0.018026 0.002739 0.000121 -0.041816 -0.030694 -0.043573 0.000378 0.024323 0.002523 -0.000098 -0.024123 -0.021207 0.006319 -0.012866
2021-12-31 00:00:00 0.050203 0.115277 0.124048 0.077925 0.136524 0.049293 0.080207 0.103038 0.042310 0.106772 0.139811 0.077726 -0.037011 0.141743 0.099010
2022-03-31 00:00:00 0.379204 -0.019862 0.034591 -0.045192 -0.014374 -0.058344 -0.041831 -0.049102 -0.032929 -0.049099 -0.065856 -0.089783 -0.114414 -0.090992 -0.103975
2022-06-17 00:00:00 -0.043815 -0.096218 -0.125888 -0.134327 -0.161041 -0.165794 -0.178228 -0.184779 -0.187815 -0.189930 -0.190735 -0.192427 -0.226489 -0.232112 -0.260025
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Health Care ETF Information Technology ETF Consumer Discretionary ETF Information Technology ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Financials ETF Utilities ETF Health Care ETF Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF SP600 Energy ETF Energy ETF Financials ETF Information Technology ETF Energy ETF Energy ETF
1 SP500 Industrials ETF Energy ETF Information Technology ETF Consumer Discretionary ETF SP600 Information Technology ETF Consumer Staples ETF Industrials ETF Information Technology ETF Real Estate ETF Information Technology ETF Health Care ETF Energy ETF Materials ETF Energy ETF SP600 Real Estate ETF Information Technology ETF Real Estate ETF Utilities ETF Consumer Staples ETF
2 SP600 Information Technology ETF Materials ETF SP400 SP400 Real Estate ETF Industrials ETF Real Estate ETF Energy ETF Materials ETF Consumer Staples ETF Financials ETF Utilities ETF Information Technology ETF Information Technology ETF Financials ETF Financials ETF Information Technology ETF Utilities ETF Materials ETF Materials ETF Utilities ETF
3 SP400 Financials ETF SP600 Energy ETF SP600 Consumer Discretionary ETF SP500 Health Care ETF Real Estate ETF SP500 Information Technology ETF SP1500 Consumer Staples ETF Materials ETF Industrials ETF SP400 Industrials ETF Communication Services ETF SP500 Utilities ETF Consumer Staples ETF Health Care ETF
4 Communication Services ETF SP400 Financials ETF Financials ETF Financials ETF Information Technology ETF SP1500 SP500 SP400 Consumer Discretionary ETF Financials ETF SP500 Communication Services ETF SP400 Consumer Staples ETF Communication Services ETF Materials ETF SP500 SP1500 Consumer Staples ETF Financials ETF Materials ETF
5 Consumer Discretionary ETF SP500 Industrials ETF Materials ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Financials ETF Consumer Discretionary ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Communication Services ETF Industrials ETF Real Estate ETF Health Care ETF Health Care ETF SP500 Industrials ETF SP600
6 Consumer Staples ETF SP1500 SP500 SP500 SP1500 Utilities ETF Consumer Staples ETF SP1500 SP1500 Consumer Staples ETF SP1500 SP600 SP1500 SP600 SP500 Consumer Discretionary ETF SP400 SP1500 Real Estate ETF SP1500 Health Care ETF Industrials ETF
7 Energy ETF Consumer Discretionary ETF SP1500 SP1500 SP500 SP1500 SP400 Communication Services ETF SP500 Communication Services ETF Industrials ETF Materials ETF Consumer Discretionary ETF SP1500 SP1500 Materials ETF Communication Services ETF Financials ETF Consumer Discretionary ETF Consumer Discretionary ETF SP500 SP1500
8 Financials ETF Materials ETF Health Care ETF Industrials ETF Industrials ETF SP500 SP600 Materials ETF Communication Services ETF Utilities ETF Consumer Discretionary ETF SP400 Real Estate ETF SP500 SP400 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Consumer Staples ETF Industrials ETF SP1500 Financials ETF
9 Health Care ETF Utilities ETF SP400 Consumer Staples ETF Utilities ETF SP400 Financials ETF Consumer Discretionary ETF Materials ETF Industrials ETF Communication Services ETF Industrials ETF SP400 Industrials ETF Health Care ETF SP1500 SP1500 Materials ETF Communication Services ETF Health Care ETF SP600 SP500
10 Industrials ETF SP600 Utilities ETF SP600 Materials ETF Materials ETF Communication Services ETF SP400 SP600 SP400 SP600 Consumer Discretionary ETF Materials ETF Health Care ETF Utilities ETF SP500 SP500 SP600 SP400 SP400 Real Estate ETF Real Estate ETF
11 Information Technology ETF Real Estate ETF Communication Services ETF Health Care ETF Consumer Staples ETF Communication Services ETF Energy ETF Information Technology ETF Consumer Staples ETF Health Care ETF SP400 Energy ETF Industrials ETF Financials ETF SP600 Health Care ETF Utilities ETF Industrials ETF Energy ETF Energy ETF SP400 SP400
12 Materials ETF Consumer Staples ETF Consumer Discretionary ETF Real Estate ETF Energy ETF Consumer Staples ETF Utilities ETF Industrials ETF Financials ETF Real Estate ETF Materials ETF Consumer Staples ETF SP600 Real Estate ETF Financials ETF Real Estate ETF Consumer Staples ETF SP400 SP600 SP600 Information Technology ETF Communication Services ETF
13 Real Estate ETF Communication Services ETF Real Estate ETF Communication Services ETF Communication Services ETF Industrials ETF Materials ETF SP600 Utilities ETF SP600 Health Care ETF Real Estate ETF Financials ETF Consumer Staples ETF Real Estate ETF Consumer Staples ETF Health Care ETF Consumer Staples ETF Materials ETF Financials ETF Consumer Discretionary ETF Information Technology ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Real Estate ETF Financials ETF Real Estate ETF Energy ETF Health Care ETF Energy ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Information Technology ETF Utilities ETF Industrials ETF Communication Services ETF Communication Services ETF Consumer Discretionary ETF
Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
2022-06-17
Information Technology ETF 0.105318
Consumer Discretionary ETF 0.103945
Energy ETF 0.083099
Materials ETF 0.071426
SP1500 0.070498
SP500 0.069644
SP600 0.069416
SP400 0.069126
Health Care ETF 0.067854
Communication Services ETF 0.065505
Real Estate ETF 0.065298
Financials ETF 0.052571
Industrials ETF 0.050194
Consumer Staples ETF 0.030500
Utilities ETF 0.022444
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Utilities ETF Energy ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Utilities ETF Real Estate ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Energy ETF Real Estate ETF Energy ETF Real Estate ETF Energy ETF Information Technology ETF
1 SP500 Health Care ETF SP600 Energy ETF SP400 Utilities ETF Energy ETF Real Estate ETF Real Estate ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Energy ETF Materials ETF SP600 SP600 Communication Services ETF Financials ETF Utilities ETF Utilities ETF Consumer Discretionary ETF
2 SP600 Industrials ETF Materials ETF Industrials ETF Information Technology ETF SP600 Industrials ETF Consumer Staples ETF Industrials ETF Consumer Staples ETF Consumer Staples ETF Communication Services ETF Information Technology ETF Information Technology ETF Communication Services ETF Financials ETF Financials ETF Energy ETF Real Estate ETF Materials ETF Materials ETF Energy ETF
3 SP400 Financials ETF Financials ETF Information Technology ETF SP600 Real Estate ETF Information Technology ETF Health Care ETF Consumer Discretionary ETF Industrials ETF Financials ETF SP1500 Utilities ETF SP400 Industrials ETF Communication Services ETF Materials ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF Consumer Staples ETF Information Technology ETF SP400 Financials ETF Health Care ETF SP500 Communication Services ETF SP400 Communication Services ETF SP600 SP500 Communication Services ETF Materials ETF Consumer Staples ETF SP400 Industrials ETF Health Care ETF Health Care ETF Consumer Staples ETF Financials ETF SP1500
5 Consumer Discretionary ETF SP400 SP400 SP500 Health Care ETF Consumer Staples ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Financials ETF SP500 Communication Services ETF Information Technology ETF Industrials ETF Communication Services ETF SP500 SP1500 SP500 Health Care ETF SP500
6 Consumer Staples ETF SP500 Industrials ETF SP1500 SP1500 SP1500 Consumer Staples ETF SP1500 SP1500 Materials ETF SP400 SP600 SP1500 SP600 SP400 Consumer Discretionary ETF Real Estate ETF SP1500 SP500 SP1500 Industrials ETF SP600
7 Energy ETF SP1500 SP1500 Consumer Staples ETF SP500 Consumer Discretionary ETF SP600 Financials ETF SP500 SP1500 SP500 Industrials ETF Consumer Discretionary ETF SP1500 SP500 Materials ETF SP400 Consumer Staples ETF Communication Services ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF SP500 Materials ETF Industrials ETF SP500 Consumer Discretionary ETF Materials ETF Materials ETF SP400 SP1500 SP400 Real Estate ETF Industrials ETF SP1500 SP1500 Consumer Discretionary ETF Information Technology ETF SP400 Industrials ETF SP1500 Health Care ETF
9 Health Care ETF Real Estate ETF Health Care ETF Financials ETF Utilities ETF SP400 SP400 Consumer Discretionary ETF SP600 Real Estate ETF Energy ETF Energy ETF SP400 SP500 Health Care ETF SP500 SP1500 Industrials ETF SP600 Health Care ETF Real Estate ETF Communication Services ETF
10 Industrials ETF SP600 Communication Services ETF Communication Services ETF Materials ETF Communication Services ETF Financials ETF Industrials ETF Financials ETF Health Care ETF Industrials ETF Materials ETF Materials ETF Health Care ETF SP600 Information Technology ETF SP500 Utilities ETF Consumer Staples ETF SP400 SP600 Real Estate ETF
11 Information Technology ETF Information Technology ETF Utilities ETF SP600 Communication Services ETF Information Technology ETF Communication Services ETF SP400 Consumer Staples ETF Information Technology ETF Materials ETF Consumer Discretionary ETF Industrials ETF Financials ETF Utilities ETF Real Estate ETF Consumer Staples ETF Materials ETF Information Technology ETF Energy ETF SP400 Financials ETF
12 Materials ETF Consumer Discretionary ETF Real Estate ETF Real Estate ETF Consumer Staples ETF Materials ETF Real Estate ETF Information Technology ETF Energy ETF SP600 Consumer Discretionary ETF Consumer Staples ETF Financials ETF Real Estate ETF Financials ETF Health Care ETF Health Care ETF SP600 Consumer Discretionary ETF SP600 Communication Services ETF Industrials ETF
13 Real Estate ETF Communication Services ETF Consumer Discretionary ETF Health Care ETF Real Estate ETF Industrials ETF Utilities ETF SP600 Utilities ETF Consumer Discretionary ETF Information Technology ETF Real Estate ETF SP600 Consumer Staples ETF Real Estate ETF Utilities ETF Utilities ETF SP400 Materials ETF Financials ETF Consumer Discretionary ETF Consumer Staples ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Energy ETF Financials ETF Materials ETF Energy ETF Health Care ETF Energy ETF Health Care ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Consumer Staples ETF Information Technology ETF Consumer Discretionary ETF Industrials ETF Communication Services ETF Information Technology ETF Utilities ETF
Index Symbol risk_trend_factor
0 SP500 SPY -3.791861
1 SP1500 SPTM -3.879022
2 SP400 MDYG -5.134573
3 SP600 SLY -5.242200
Symbol risk_trend_factor Sector
3 VDE -0.123306 Energy ETF
2 VDC -2.283970 Consumer Staples ETF
10 VPU -2.520459 Utilities ETF
9 VNQ -3.053370 Real Estate ETF
8 VAW -3.165271 Materials ETF
5 VHT -3.323632 Health Care ETF
6 VIS -4.514668 Industrials ETF
4 VFH -4.617891 Financials ETF
1 VCR -4.721407 Consumer Discretionary ETF
7 VGT -4.954472 Information Technology ETF
0 VOX -8.783598 Communication Services ETF
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')
latest_p MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor adf hurst Sector Market Index index index_Symbol
Symbol
ACC 64.230003 49.209999 65.019997 65.019997 10.926848 2.134689 0.978004 0.420279 Real Estate SP400 NaN NaN
MTOR 35.939999 32.93 36.279999 36.279999 5.065223 1.664475 0.319063 0.43585 error SP600 NaN NaN
TVTY 32.130001 27.870001 32.889999 32.889999 2.341879 1.643789 0.518794 0.448871 error SP600 NaN NaN
BANF 94.860001 77.379997 86.82 86.82 2.011991 1.135864 0.955166 0.536352 error SP600 NaN NaN
Y 830.5 737.890015 862.869995 862.869995 1.771776 1.56538 0.382688 0.459685 Financial Services SP400 NaN NaN
... ... ... ... ... ... ... ... ... ... ... ... ...
ODFL NaN NaN NaN NaN -5.178995 NaN NaN NaN Industrials NaN SP500 SPY
EW NaN NaN NaN NaN -2.677285 NaN NaN NaN Healthcare NaN SP500 SPY
PCRX NaN NaN NaN NaN -2.849253 NaN NaN NaN Healthcare NaN SP600 SLY
CBOE NaN NaN NaN NaN -4.539896 NaN NaN NaN Financial Services NaN SP500 SPY
PCAR NaN NaN NaN NaN -4.010257 NaN NaN NaN Industrials NaN SP500 SPY

1555 rows × 12 columns

0.975

temp_sm

index MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor
Symbol
A 2022-06-17 147.679993 179.570007 179.570007 -9.088903 1.131711
AA 2022-06-17 44.419998 98.089996 98.089996 -3.704472 0.98632
AAL 2022-06-17 22.549999 22.549999 22.549999 -3.126898 0.707794
AAN 2022-06-17 NaN 35.439999 35.439999 NaN NaN
AAON 2022-06-17 81.25 83.790001 83.790001 -10.22921 1.041044
... ... ... ... ... ... ...
ZIMV 2022-06-17 NaN NaN NaN NaN NaN
ZION 2022-06-17 60.650002 75.440002 75.440002 -4.600841 0.978199
ZTS 2022-06-17 187.320007 249.270004 249.270004 -6.71488 1.095466
ZUMZ 2022-06-17 50.060001 55.099998 55.099998 -5.921479 1.674903
ZYXI 2022-06-17 16.263636 16.263636 16.263636 -10.695845 0.673641

1519 rows × 6 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor index sector sector_risk_trend_factor index Sector
Symbol
ACC 49.209999 65.019997 65.019997 10.926848 2.134689 VNQ MDYG -3.05337 SP400 Real Estate
MTOR 32.93 36.279999 36.279999 5.065223 1.664475 error SLY error SP600 error
TVTY 27.870001 32.889999 32.889999 2.341879 1.643789 error SLY error SP600 error
BANF 77.379997 86.82 86.82 2.011991 1.135864 error SLY error SP600 error
Y 737.890015 862.869995 862.869995 1.771776 1.56538 VFH MDYG -4.617891 SP400 Financial Services
SAFM 177.479996 200.0 200.0 1.751569 1.334104 VDC MDYG -2.28397 SP400 Consumer Defensive
SJI 29.24 35.32 35.32 1.295238 0.791297 error SLY error SP600 error
LNTH 25.790001 64.139999 69.738998 1.178774 1.823238 VHT SLY -3.323632 SP600 Healthcare
ROG 206.130005 274.51001 274.51001 1.068804 0.980653 error SLY error SP600 error
TWI 11.82 15.77 18.889999 0.931088 1.389288 VIS SLY -4.514668 SP600 Industrials
PBF 18.780001 30.129999 32.41 0.887657 0.835417 VDE SLY -0.123306 SP600 Energy
GO 36.77 36.77 37.82 0.842135 1.191531 VDC MDYG -2.28397 SP400 Consumer Defensive
HRB 26.23 28.17 34.959999 0.731411 0.963511 VCR MDYG -4.721407 SP400 Consumer Cyclical
AZPN 162.559998 169.220001 191.460007 0.719312 0.677612 VGT MDYG -4.954472 SP400 Technology
CEIX 18.93 50.389999 55.259998 0.677246 1.548727 VDE SLY -0.123306 SP600 Energy
PSB 165.850006 189.229996 189.830002 0.57675 2.540601 error MDYG error SP400 error
MCK 204.660004 333.440002 339.940002 0.573819 1.048139 VHT SPY -3.323632 SP500 Healthcare
GCP 27.780001 32.279999 32.279999 0.502796 1.87078 error SLY error SP600 error
WRB 54.953335 71.269997 71.529999 0.374885 1.220256 VFH SPY -4.617891 SP500 Financial Services
FCN 147.380005 167.279999 170.649994 0.359043 0.694756 error MDYG error SP400 error
XOM 64.800003 91.510002 92.919998 0.347413 1.153813 VDE SPY -0.123306 SP500 Energy
MANT 92.0 92.0 94.730003 0.320637 2.782348 VGT SLY -4.954472 SP600 Technology
SM 24.780001 43.689999 43.689999 0.305033 0.640686 VDE SLY -0.123306 SP600 Energy
DINO 39.389999 40.950001 48.290001 0.269915 1.094012 VDE MDYG -0.123306 SP400 Energy
PLAB 14.56 20.299999 20.299999 0.264129 2.163783 VGT SLY -4.954472 SP600 Technology
MPC 64.839996 91.879997 98.290001 0.209274 1.221452 VDE SPY -0.123306 SP500 Energy
LLY 235.850006 314.0 314.0 0.187301 0.967658 VHT SPY -3.323632 SP500 Healthcare
VLO 84.949997 111.519997 131.690002 0.182835 1.3872 VDE SPY -0.123306 SP500 Energy
APA 24.299999 45.220001 45.27 0.181301 0.999608 VDE SPY -0.123306 SP500 Energy
PPC 26.280001 29.700001 30.559999 0.177885 1.275425 VDC MDYG -2.28397 SP400 Consumer Defensive
MRO 14.16 27.719999 29.0 0.151107 1.000459 VDE SPY -0.123306 SP500 Energy
DVN 31.99 64.980003 73.18 0.148782 1.104104 VDE SPY -0.123306 SP500 Energy
UTHR 212.619995 218.380005 218.380005 0.139402 1.481235 VHT MDYG -3.323632 SP400 Healthcare
VIVO 27.450001 28.719999 28.719999 0.109712 0.591657 error SLY error SP600 error
ROCC 25.59 42.66 42.66 0.108216 1.213679 VDE SLY -0.123306 SP600 Energy
COP 61.779999 107.519997 108.300003 0.10252 0.95084 VDE SPY -0.123306 SP500 Energy
OXY 32.52 63.240002 69.169998 0.093736 1.190976 VDE SPY -0.123306 SP500 Energy
MGPI 76.68 97.610001 104.0 0.074244 1.204144 error SLY error SP600 error
nominal, pct_change, pct_change().cumsum
Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 300.570007 299.443248 318.421081 337.398913 317.445859 10.066372 297.313115 337.578604
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 1.048139 300.570007 22868822.070312 0.803327 0.997242 0.461301
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 416.2961230815321 356.8369096947936
test cv mean error, stdev (10 folds): 436.74552730928997 368.0569226795546
sell date: 2022-09-16
expected return: 0.046541229760563754
discounted return: 0.0005055795388559936
quarter return: 1.047599716932342
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.290001 89.493723 102.090159 114.686595 92.392331 8.807067 74.778196 110.006465
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 1.221452 87.290001 141817662.109375 0.691764 0.549549 0.514371
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 143.40338803089983 157.9285356235044
test cv mean error, stdev (10 folds): 150.67304196295433 163.87263524573171
sell date: 2022-06-24
expected return: 0.00655156980504667
discounted return: 0.0010889594114129597
quarter return: 1.1053143311738611
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.220001 39.703868 46.051746 52.399625 42.946032 3.294685 36.356662 49.535402
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.999608 39.220001 204531248.4375 0.713933 0.302651 0.445144
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 47.195177513702305 46.89689483945972
test cv mean error, stdev (10 folds): 51.47031839827251 47.09783187577595
sell date: 2022-09-02
expected return: 0.1861923039791639
discounted return: 0.002249215599403165
quarter return: 1.229608063257754
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.720001 58.693247 66.262412 73.831578 61.742857 5.236883 51.269091 72.216623
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 1.823238 60.720001 14149384.179688 0.79355 0.965336 0.533209
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 44.12135416232843 56.91591688464688
test cv mean error, stdev (10 folds): 42.361417550444955 59.40784968218662
sell date: 2022-09-16
expected return: 0.27426643449919397
discounted return: 0.002696636818909859
quarter return: 1.2811481683424715
['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 219.949997 223.738215 240.378096 257.017977 230.259682 18.979918 192.299846 268.219518
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MUSA 1.334565 219.949997 5753261.328125 0.722226 0.983263 0.407464
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 715.3257877915737 661.0824735901656
test cv mean error, stdev (10 folds): 648.0064692676062 656.4161823927838
sell date: 2022-08-26
expected return: 0.05475904776484405
discounted return: 0.0007729413203565461
quarter return: 1.0736704801054706
['options', ('2022-07-15', '2022-11-18')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0308  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  4.123542    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04414  Oil & Gas E&P  5104847872         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792     0.33    1.100427   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     3.049008       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.11  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  11.968128  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.080002 60.574303 74.092381 87.610459 65.567778 7.658155 50.251469 80.884087
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CIVI 1.757641 60.080002 11280458.398438 0.651117 0.000393 0.470352
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 57.075279509174884 43.09794821567233
test cv mean error, stdev (10 folds): 61.65999162393663 42.56713636729819
sell date: 2022-09-23
expected return: 0.0002458549281730644
discounted return: 2.5342785803239565e-06
quarter return: 1.0002331805163032
['options', ('2022-07-15', '2022-12-16')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 162.800003 163.360294 181.546031 199.731768 187.277779 8.558355 170.161068 204.394489
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 1.040096 162.800003 2683599.21875 0.553392 0.650248 0.42433
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 287.23750917230495 405.64150386955856
test cv mean error, stdev (10 folds): 311.0194779196468 418.06474405516997
sell date: 2022-07-22
expected return: 0.062301865982123776
discounted return: 0.001779172775185911
quarter return: 1.1776706438001052
['options', ('2022-08-19',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 319.809998 313.391914 345.179842 376.96777 371.755716 29.840347 312.075022 431.43641
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 1.152846 319.809998 14308852.539062 0.262275 0.685573 0.43018
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 1350.1936737743033 1233.3594856412644
test cv mean error, stdev (10 folds): 1427.6804189094346 1267.7724480751428
sell date: 2022-08-26
expected return: 0.03204681022048641
discounted return: 0.0004572642927545001
quarter return: 1.0429556981356594
['options', ('2022-08-19',)]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
         beta currentRatio debtToEquity dividendRate dividendYield  \
EQT  0.947822        0.398       61.543          0.5         0.013   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
EQT  -1089323008      -0.13465  5.732057   2408109568        0.734   

    grossProfits heldPercentInstitutions       industry    marketCap  \
EQT   4672261000                 0.96148  Oil & Gas E&P  13281123328   

    operatingCashflow operatingMargins pegRatio priceToBook  \
EQT        2283751936          -0.3565     0.23    1.619867   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
EQT                     1.641695      -0.32564      0.162       -0.09046   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
EQT        -0.3018         1.206          23.313  Energy         369536000   

    shortRatio totalCash totalCashPerShare   totalDebt totalRevenue  
EQT       2.55  16913000             0.046  5050277888   8089885184  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 35.939999 37.757538 45.406984 53.05643 40.584762 5.367299 29.850164 51.31936
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EQT 1.286201 35.939999 138427084.179688 0.637252 0.584446 0.494719
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 30.031748498712673 49.883308592647104
test cv mean error, stdev (10 folds): 32.888753274726675 51.45281027092462
sell date: 2022-09-23
expected return: 0.2819765483492764
discounted return: 0.0025641381368297633
quarter return: 1.265666402159083
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.21
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.64
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             37.38
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           83.58
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     19.53
governancePercentile                  None
militaryContract                     False]
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 86.120003 88.433461 96.553809 104.674158 88.917204 6.448671 76.019861 101.814547
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 1.153813 86.120003 552640281.25 0.738786 0.784328 0.530974
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 135.34504691132688 164.19152746973367
test cv mean error, stdev (10 folds): 148.35327441618784 166.71349570784093
sell date: 2022-09-23
expected return: 0.10644560071069155
discounted return: 0.0010433554212150309
quarter return: 1.1006915437325049
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 58.02 63.067854 72.56 82.052146 65.759365 6.444488 52.870389 78.648341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 1.104104 58.02 237878397.65625 0.701688 0.885466 0.540317
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 68.71417491418524 62.179757983284226
test cv mean error, stdev (10 folds): 74.83646365335838 61.97296167776151
sell date: 2022-09-23
expected return: 0.1808220391019067
discounted return: 0.0017149827102662663
quarter return: 1.1707484793447243
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 24.15 25.128986 29.471905 33.814823 26.957624 2.372893 22.211838 31.70341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 1.000459 24.15 490057840.234375 0.691969 0.80545 0.53536
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 12.692432412799683 12.658305738761067
test cv mean error, stdev (10 folds): 13.816439255518134 12.742004600042609
sell date: 2022-09-16
expected return: 0.2363344888271702
discounted return: 0.0023600131734760055
quarter return: 1.2421769061535124
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0269   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.303466   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89124  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  65406570496        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.036243                      2.90851       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  14.899266  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 111.669998 116.00035 133.675556 151.350762 125.214127 8.653608 107.906911 142.521343
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EOG 0.966433 111.669998 97142371.875 0.688961 0.584303 0.478009
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 263.5076372347407 194.33679723420101
test cv mean error, stdev (10 folds): 286.67242832517366 188.78777840262532
sell date: 2022-06-24
expected return: -0.0019421629372958472
discounted return: -0.00032395607843405116
quarter return: 0.9706311122715182
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.769607        1.418      122.347          1.5        0.0131   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804999936       0.49467  21.98077   1165874944   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.83247  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  31861618688        2143000064          0.30083      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    5.645374                     4.142176       0.09412      0.595   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07465         0.1547          0.21           24.97  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         309727008       2.85  1370000000             4.414  8622999552   

    totalRevenue trailingPE  
HES   7692000256  162.51186  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 102.870003 107.522864 120.951428 134.379992 113.081428 7.84924 97.382949 128.779908
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HES 1.067832 102.870003 48039294.53125 0.704306 0.762574 0.442601
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 184.05307306760244 131.95905894594807
test cv mean error, stdev (10 folds): 199.07107422922346 129.12625755788267
sell date: 2022-09-16
expected return: 0.18915707425317946
discounted return: 0.001926795168458062
quarter return: 1.1937440132563562
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Liab                        1.275000e+10  1.348900e+10  1.323400e+10   
Total Stockholder Equity          6.308000e+09  6.300000e+09  5.609000e+09   
Minority Interest                 7.400000e+08  7.260000e+08  6.470000e+08   
Other Current Liab                2.190000e+09  1.193000e+09  9.330000e+08   
Total Assets                      1.979800e+10  2.051500e+10  1.949000e+10   
Common Stock                      7.074000e+09  3.100000e+08  3.100000e+08   
Other Current Assets              1.896000e+09  1.990000e+08  1.180000e+08   
Other Liab                        1.937000e+09  1.890000e+09  1.877000e+09   
Treasury Stock                   -7.660000e+08 -4.060000e+08 -7.960000e+08   
Other Assets                      1.560000e+09  1.129000e+09  7.660000e+08   
Cash                              1.370000e+09  2.713000e+09  2.419000e+09   
Total Current Liabilities         2.303000e+09  3.064000e+09  2.749000e+09   
Short Long Term Debt              2.200000e+07  5.170000e+08  5.140000e+08   
Other Stockholder Equity         -7.660000e+08 -4.060000e+08 -7.960000e+08   
Property Plant Equipment          1.497200e+10  1.467800e+10  1.446800e+10   
Total Current Assets              3.266000e+09  4.346000e+09  3.892000e+09   
Net Tangible Assets               6.308000e+09  5.940000e+09  5.249000e+09   
Long Term Debt                    7.934000e+09  7.941000e+09  7.993000e+09   
Capital Surplus                            NaN  6.017000e+09  5.903000e+09   
Retained Earnings                          NaN  3.790000e+08  1.920000e+08   
Good Will                                  NaN  3.600000e+08  3.600000e+08   
Deferred Long Term Asset Charges           NaN  7.100000e+07  2.600000e+07   
Long Term Investments                      NaN  2.000000e+06  4.000000e+06   
Net Receivables                            NaN  1.211000e+09  1.093000e+09   
Inventory                                  NaN  2.230000e+08  2.620000e+08   
Accounts Payable                           NaN  2.200000e+08  2.100000e+08   

                                    2021-06-30  
Total Liab                        1.263400e+10  
Total Stockholder Equity          5.488000e+09  
Minority Interest                 1.044000e+09  
Other Current Liab                9.670000e+08  
Total Assets                      1.916600e+10  
Common Stock                      3.100000e+08  
Other Current Assets              2.960000e+08  
Other Liab                        1.764000e+09  
Treasury Stock                   -8.360000e+08  
Other Assets                      6.480000e+08  
Cash                              2.430000e+09  
Total Current Liabilities         2.527000e+09  
Short Long Term Debt              5.110000e+08  
Other Stockholder Equity         -8.360000e+08  
Property Plant Equipment          1.418500e+10  
Total Current Assets              3.969000e+09  
Net Tangible Assets               5.128000e+09  
Long Term Debt                    7.712000e+09  
Capital Surplus                   5.859000e+09  
Retained Earnings                 1.550000e+08  
Good Will                         3.600000e+08  
Deferred Long Term Asset Charges  2.100000e+07  
Long Term Investments             4.000000e+06  
Net Receivables                   1.002000e+09  
Inventory                         2.410000e+08  
Accounts Payable                  1.780000e+08  ]
['quarterly_cashflow',                                              2022-03-31   2021-12-31  \
Change To Liabilities                      0.000000e+00   72000000.0   
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0   
Net Borrowings                            -5.060000e+08  -53000000.0   
Total Cash From Financing Activities      -6.650000e+08  -95000000.0   
Change To Operating Activities            -1.108000e+09  -51000000.0   
Issuance Of Stock                          3.300000e+07  110000000.0   
Net Income                                 4.170000e+08  265000000.0   
Change In Cash                            -1.343000e+09  294000000.0   
Total Cash From Operating Activities      -1.560000e+08  899000000.0   
Depreciation                               3.430000e+08  403000000.0   
Dividends Paid                            -1.190000e+08  -77000000.0   
Other Cashflows From Financing Activities -7.300000e+07  -75000000.0   
Change To Netincome                        1.920000e+08  218000000.0   
Capital Expenditures                      -5.460000e+08 -509000000.0   
Other Cashflows From Investing Activities           NaN   -1000000.0   
Change To Inventory                                 NaN   38000000.0   
Change To Account Receivables                       NaN -215000000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                      225000000.0   71000000.0  
Total Cashflows From Investing Activities -370000000.0  -60000000.0  
Net Borrowings                             287000000.0  -69000000.0  
Total Cash From Financing Activities      -256000000.0 -161000000.0  
Change To Operating Activities             -74000000.0  -37000000.0  
Issuance Of Stock                          110000000.0   75000000.0  
Net Income                                 115000000.0  -73000000.0  
Change In Cash                             -11000000.0  564000000.0  
Total Cash From Operating Activities       615000000.0  785000000.0  
Depreciation                               207000000.0  538000000.0  
Dividends Paid                             -77000000.0  -77000000.0  
Other Cashflows From Financing Activities -466000000.0  -90000000.0  
Change To Netincome                        309000000.0  194000000.0  
Capital Expenditures                      -498000000.0 -355000000.0  
Other Cashflows From Investing Activities   -2000000.0   -2000000.0  
Change To Inventory                        -40000000.0  -22000000.0  
Change To Account Receivables             -218000000.0   14000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1535000000  -73000000
3Q2021   1717000000  115000000
4Q2021   2188000000  265000000
1Q2022   2252000000  417000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        702000000.0   568000000.0   
Minority Interest                        740000000.0   726000000.0   
Net Income                               417000000.0   265000000.0   
Selling General Administrative           423000000.0   402000000.0   
Gross Profit                            1570000000.0  1516000000.0   
Ebit                                     803000000.0   685000000.0   
Operating Income                         803000000.0   685000000.0   
Other Operating Expenses                 -36000000.0   -14000000.0   
Interest Expense                        -123000000.0  -121000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       197000000.0   212000000.0   
Total Revenue                           2252000000.0  2188000000.0   
Total Operating Expenses                1449000000.0  1503000000.0   
Cost Of Revenue                          682000000.0   672000000.0   
Total Other Income Expense Net          -101000000.0  -117000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           505000000.0   356000000.0   
Net Income Applicable To Common Shares   417000000.0   265000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        328000000.0   135000000.0  
Minority Interest                        647000000.0  1044000000.0  
Net Income                               115000000.0   -73000000.0  
Selling General Administrative           409000000.0   399000000.0  
Gross Profit                            1195000000.0  1213000000.0  
Ebit                                     424000000.0   254000000.0  
Operating Income                         424000000.0   254000000.0  
Other Operating Expenses                 -23000000.0   -20000000.0  
Interest Expense                        -125000000.0  -118000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       143000000.0   122000000.0  
Total Revenue                           1717000000.0  1535000000.0  
Total Operating Expenses                1293000000.0  1281000000.0  
Cost Of Revenue                          522000000.0   322000000.0  
Total Other Income Expense Net           -96000000.0  -119000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           185000000.0    13000000.0  
Net Income Applicable To Common Shares   115000000.0   -73000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0   Select Sector SPDR Fund-Energy Select  8106371    2022-01-30  0.0260   
1  Vanguard Total Stock Market Index Fund  7922572    2021-12-30  0.0255   
2                  Dodge & Cox Stock Fund  6588763    2021-12-30  0.0212   
3             Vanguard Mid-Cap Index Fund  6303240    2021-12-30  0.0203   
4                  Vanguard/Primecap Fund  6049200    2021-12-30  0.0194   
5                 Vanguard 500 Index Fund  5837872    2021-12-30  0.0188   
6            Fidelity Growth Company Fund  3600791    2022-02-27  0.0116   
7                  SPDR S&P 500 ETF Trust  2920036    2022-01-30  0.0094   
8                 Fidelity 500 Index Fund  2822946    2022-02-27  0.0091   
9    Fidelity Series Large Cap Stock Fund  2618572    2022-02-27  0.0084   

       Value  
0  748136979  
1  586508005  
2  487766124  
3  466628857  
4  447822276  
5  432177664  
6  363895938  
7  269490122  
8  285286922  
9  264632886  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       6.97
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                     0
militaryContract                     False]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 46.150002 47.268535 52.341873 57.415211 46.69127 6.413974 33.863321 59.519218
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 1.548727 46.150002 10292389.84375 0.762563 0.855686 0.521917
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 36.22631655233729 60.30280617523618
test cv mean error, stdev (10 folds): 36.226316557030934 60.30280617250171
sell date: 2022-09-16
expected return: 0.9213137330039602
discounted return: 0.007282043705804542
quarter return: 1.9493977978896335
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.709999 36.543497 46.618254 56.693011 41.080159 5.405133 30.269893 51.890424
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.640686 39.709999 85332599.609375 0.715458 0.803847 0.471215
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 38.18857387753895 45.77804806210083
test cv mean error, stdev (10 folds): 41.847934900877 46.45312720325848
sell date: 2022-09-23
expected return: 0.2763598654292093
discounted return: 0.0025187561453154927
quarter return: 1.2604064198396316
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
RRC  1.988656        0.246      162.685  458860992       0.11425  5.124756   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
RRC    838692352      0.57877   1937478000                  0.8719   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
RRC  Oil & Gas E&P  7092963328        1090109952          0.02264           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
RRC     0.29    3.976706                     1.766035      -0.01797   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
RRC      0.238        0.00892       -0.04423         0.637          16.483   

     sector sharesOutstanding shortRatio  totalCash totalCashPerShare  \
RRC  Energy         269796992       3.45  112931000             0.453   

      totalDebt totalRevenue  
RRC  2603130112   4016321024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 26.290001 26.463464 32.556032 38.6486 31.029206 2.69788 25.633446 36.424967
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
RRC 0.930726 26.290001 120549255.664062 0.655439 0.472816 0.488191
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 11.350390154837784 13.920119254206307
test cv mean error, stdev (10 folds): 12.432072855646293 14.151900225241045
sell date: 2022-06-24
expected return: -0.0001485350946100342
discounted return: -2.4757381370865694e-05
quarter return: 0.9977248847256419
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           None
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       None
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             33.07
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           72.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                      None
governancePercentile                  None
militaryContract                     False]
symbol: MUR
sector: Energy
Index: SP400
vol_30d_2yr: 64239713.28125
Sector 1YMF: -13.33000373840332
1YMF: -13.33000373840332
risk trend factor: -0.9433830665790159
         beta currentRatio debtToEquity dividendRate dividendYield  \
MUR  2.692156        0.757       77.918          0.7        0.0203   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MUR  1377604992       0.49179  11.481228   1169600128      0.81072   

    grossProfits heldPercentInstitutions       industry   marketCap  \
MUR   2271014000                 0.83403  Oil & Gas E&P  5196000768   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MUR        1422162944          0.18455      0.7836     0.12    1.315501   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MUR                      1.85491       -0.0263      0.666        0.03088   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MUR        0.01119         0.732          18.155  Energy         154459008   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MUR       5.46  521184000             3.374  3366657024   2801214976  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 33.639999 33.453331 40.601905 47.750479 39.679365 3.354359 32.970646 46.388084
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MUR 0.622051 33.639999 64239713.28125 0.686775 0.505866 0.448868
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 31.132739068612207 28.323498804672614
test cv mean error, stdev (10 folds): 33.25936023525206 28.8564636121606
sell date: 2022-09-23
expected return: 0.22154868737901595
discounted return: 0.0020652169444099755
quarter return: 1.2090126478895236
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   9.266980e+08  9.212270e+08  9.151810e+08   
Total Liab                        5.984144e+09  6.216909e+09  6.562362e+09   
Total Stockholder Equity          4.157311e+09  3.949508e+09  3.880600e+09   
Minority Interest                 1.634850e+08  1.644390e+08  1.612280e+08   
Deferred Long Term Liab           2.373800e+07  2.710100e+07  2.964500e+07   
Other Current Liab                1.542410e+08  1.803500e+07  1.917600e+07   
Total Assets                      1.030494e+10  1.033086e+10  1.060419e+10   
Common Stock                      1.951010e+08  1.951010e+08  1.951010e+08   
Other Current Assets              1.973300e+07  4.098700e+07  4.082100e+07   
Retained Earnings                 5.218670e+09  5.069578e+09  4.980428e+09   
Other Liab                        1.593242e+09  1.687479e+09  1.699512e+09   
Treasury Stock                   -2.183158e+09 -2.236398e+09 -2.210110e+09   
Other Assets                      4.147890e+08  4.693130e+08  4.872450e+08   
Cash                              5.211840e+08  5.050670e+08  4.181000e+08   
Total Current Liabilities         1.164326e+09  1.134613e+09  1.273286e+09   
Deferred Long Term Asset Charges  3.855160e+08  4.422120e+08  4.576000e+08   
Short Long Term Debt              6.540000e+05  6.460000e+05  2.210000e+05   
Other Stockholder Equity         -5.277110e+08 -5.801740e+08 -5.535190e+08   
Property Plant Equipment          9.009241e+09  9.030812e+09  9.198339e+09   
Total Current Assets              8.809100e+08  8.307310e+08  9.186060e+08   
Net Tangible Assets               4.157311e+09  3.949508e+09  3.880600e+09   
Net Receivables                   2.538700e+08  1.866830e+08  3.665420e+08   
Long Term Debt                    2.465414e+09  2.613703e+09  2.756507e+09   
Inventory                         5.419800e+07  5.741100e+07  5.711600e+07   
Accounts Payable                  6.231290e+08  6.154360e+08  7.440670e+08   

                                    2021-03-31  
Capital Surplus                   9.143030e+08  
Total Liab                        6.184735e+09  
Total Stockholder Equity          3.935191e+09  
Minority Interest                 1.644180e+08  
Deferred Long Term Liab           3.075900e+07  
Other Current Liab                3.146700e+07  
Total Assets                      1.028434e+10  
Common Stock                      1.951010e+08  
Other Current Assets              7.739700e+07  
Retained Earnings                 5.062813e+09  
Other Liab                        1.733995e+09  
Treasury Stock                   -2.237026e+09  
Other Assets                      4.643760e+08  
Cash                              2.308700e+08  
Total Current Liabilities         8.653840e+08  
Deferred Long Term Asset Charges  4.336170e+08  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -5.756100e+08  
Property Plant Equipment          9.128663e+09  
Total Current Assets              6.913050e+08  
Net Tangible Assets               3.935191e+09  
Net Receivables                   2.788190e+08  
Long Term Debt                    2.755596e+09  
Inventory                         6.658500e+07  
Accounts Payable                  5.383270e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       54479000.0  -84012000.0   
Total Cashflows From Investing Activities -105784000.0 -118241000.0   
Net Borrowings                            -150160000.0 -150333000.0   
Total Cash From Financing Activities      -208920000.0 -198938000.0   
Change To Operating Activities               8685000.0   -4737000.0   
Net Income                                 168400000.0  108456000.0   
Change In Cash                              16117000.0   86967000.0   
Repurchase Of Stock                          -236000.0   -1078000.0   
Effect Of Exchange Rate                       -59000.0    -855000.0   
Total Cash From Operating Activities       330880000.0  405001000.0   
Depreciation                               196545000.0  206994000.0   
Dividends Paid                             -19308000.0  -19306000.0   
Change To Inventory                          3091000.0     780000.0   
Change To Account Receivables              -67044000.0  179875000.0   
Other Cashflows From Financing Activities  -39216000.0  -28221000.0   
Change To Netincome                        -35192000.0   -1214000.0   
Capital Expenditures                      -106249000.0 -118916000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      112889000.0   11810000.0  
Total Cashflows From Investing Activities -203429000.0    9744000.0  
Net Borrowings                               -199000.0 -234556000.0  
Total Cash From Financing Activities       -58835000.0 -327820000.0  
Change To Operating Activities               1707000.0   -3652000.0  
Net Income                                 -63082000.0 -287438000.0  
Change In Cash                             187230000.0  -79736000.0  
Repurchase Of Stock                          -101000.0   -3794000.0  
Effect Of Exchange Rate                       978000.0     574000.0  
Total Cash From Operating Activities       448516000.0  237766000.0  
Depreciation                               243732000.0  213372000.0  
Dividends Paid                             -19303000.0  -19287000.0  
Change To Inventory                          8546000.0     392000.0  
Change To Account Receivables              -87821000.0  -16954000.0  
Other Cashflows From Financing Activities  -39232000.0  -70183000.0  
Change To Netincome                        232249000.0  320884000.0  
Capital Expenditures                      -204769000.0 -258279000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   592527000 -287438000
2Q2021   758829000  -63082000
3Q2021   687549000  108456000
4Q2021   762310000  168400000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       261344000.0  174853000.0  -38115000.0   
Minority Interest                       163485000.0  164439000.0  161228000.0   
Net Income                              168400000.0  108456000.0  -63082000.0   
Selling General Administrative          248385000.0   31367000.0   91239000.0   
Gross Profit                            805228000.0  501160000.0  629437000.0   
Ebit                                    302721000.0  245299000.0   50430000.0   
Operating Income                        302721000.0  245299000.0   50430000.0   
Other Operating Expenses                 42215000.0   10171000.0  246937000.0   
Interest Expense                        -37369000.0  -46925000.0  -43374000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       56636000.0   36838000.0  -11177000.0   
Total Revenue                           762310000.0  687549000.0  758829000.0   
Total Operating Expenses                459589000.0  442250000.0  708399000.0   
Cost Of Revenue                         -42918000.0  186389000.0  129392000.0   
Total Other Income Expense Net          -41377000.0  -70446000.0  -88545000.0   
Discontinued Operations                   -625000.0    -706000.0    -102000.0   
Net Income From Continuing Ops          204708000.0  138015000.0  -26938000.0   
Net Income Applicable To Common Shares  168400000.0  108456000.0  -63082000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -355191000.0  
Minority Interest                       164418000.0  
Net Income                             -287438000.0  
Selling General Administrative           38207000.0  
Gross Profit                            393220000.0  
Ebit                                    -81476000.0  
Operating Income                        -81476000.0  
Other Operating Expenses                231033000.0  
Interest Expense                        -51200000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                      -88159000.0  
Total Revenue                           592527000.0  
Total Operating Expenses                674003000.0  
Cost Of Revenue                         199307000.0  
Total Other Income Expense Net         -273715000.0  
Discontinued Operations                    208000.0  
Net Income From Continuing Ops         -267032000.0  
Net Income Applicable To Common Shares -287438000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0                     Fidelity Low-Priced Stock Fund  12580852    2022-02-27   
1             Vanguard Total Stock Market Index Fund   4174633    2021-12-30   
2                        iShares Core S&P Midcap ETF   4030068    2022-01-30   
3       Fidelity Series Intrinsic Opportunities Fund   4000000    2022-02-27   
4                      Vanguard Small-Cap Index Fund   3687166    2021-12-30   
5                           iShares Russell 2000 ETF   3344671    2022-01-30   
6  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...   3145264    2022-01-30   
7                    DFA U.S. Small Cap Value Series   3134039    2022-01-30   
8                                Vanguard/Windsor II   2962252    2022-01-30   
9                Vanguard Small Cap Value Index Fund   2342913    2021-12-30   

    % Out      Value  
0  0.0810  436178138  
1  0.0269  108999667  
2  0.0259  127350148  
3  0.0257  138680000  
4  0.0237   96271904  
5  0.0215  105691603  
6  0.0202   99390342  
7  0.0202   99035632  
8  0.0191   93607163  
9  0.0151   61173458  ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.833          0.2        0.0036   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726   5.21385     29532376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94358  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  6048000000        1212914048          0.49636      0.0245     0.52   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    2.853322                      2.97308       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       5.18  63001000             0.533  1515442944   

     totalRevenue trailingPE  
MTDR   2034253952   8.356456  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 51.200001 48.705794 59.342064 69.978334 55.003573 5.257912 44.487749 65.519397
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTDR 0.702256 51.200001 48684538.476562 0.730363 0.889052 0.461003
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 50.80379827326996 41.06477770485787
test cv mean error, stdev (10 folds): 55.70621311094228 39.88204201220304
sell date: 2022-09-23
expected return: 0.4505019270375954
discounted return: 0.0038414797766888054
quarter return: 1.4229597770944917
['options', ('2022-07-15', '2023-01-20')]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0556   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  7.828098   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                 0.92214  Oil & Gas E&P  53659250688   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288     0.46     2.26717   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     2.560934        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  13.618053  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 221.770004 243.334843 270.065238 296.795633 256.810952 15.318142 226.174668 287.447237
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PXD 1.317982 221.770004 47391610.9375 0.685246 0.678534 0.490016
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 945.2115858493137 912.1408616277421
test cv mean error, stdev (10 folds): 1035.233622083089 908.8770046115551
sell date: 2022-08-26
expected return: 0.08911694869070397
discounted return: 0.0012379718739679024
quarter return: 1.1205537380651147
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 55.68 56.839295 65.607143 74.374991 61.382222 4.693201 51.995819 70.768625
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 1.190976 55.68 498984476.953125 0.71978 0.690434 0.542013
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 67.21993334657081 59.738870929562374
test cv mean error, stdev (10 folds): 72.47517049631047 60.181502548940344
sell date: 2022-09-16
expected return: 0.14665153996186295
discounted return: 0.0015216675711604566
quarter return: 1.15014383992918
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.922058        0.498       32.834            1        0.0155   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1278352000       0.53439  6.465069    661902144      0.88251   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.96343  Oil & Gas E&P  6308347904   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1547795968          0.26364      0.1225     0.14    2.480472   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.637096       0.21834       0.47        0.07455   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18904          1.41          24.275  Energy          97381104   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue trailingPE  
PDCE       7.65  33829000             0.351  955555008   2392156928  152.06572  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.779999 63.693839 77.329841 90.965843 73.805873 5.730229 62.345416 85.26633
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PDCE 1.314132 64.779999 24813862.890625 0.689138 0.390825 0.487351
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 66.24561128265599 64.85907657373443
test cv mean error, stdev (10 folds): 70.97253189396953 66.19371423029085
sell date: 2022-08-26
expected return: 0.2620658318403486
discounted return: 0.0033788829531142817
quarter return: 1.3638795329913624
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            3.161941e+09  3.267261e+09  3.333168e+09   
Total Liab                 2.426419e+09  2.823041e+09  2.869083e+09   
Total Stockholder Equity   2.910247e+09  2.544224e+09  2.464906e+09   
Deferred Long Term Liab    1.690000e+07  5.600000e+06  6.400000e+06   
Other Current Liab         6.228770e+08  7.500000e+08  6.521060e+08   
Total Assets               5.336666e+09  5.367265e+09  5.333989e+09   
Common Stock               9.650000e+05  9.740000e+05  9.890000e+05   
Other Current Assets       1.790900e+07  7.559000e+06  5.146000e+06   
Retained Earnings         -2.499540e+08 -7.230170e+08 -8.683380e+08   
Other Liab                 5.579650e+08  5.186080e+08  4.555700e+08   
Treasury Stock            -2.705000e+06 -9.940000e+05 -9.130000e+05   
Other Assets               5.559800e+07  4.755700e+07  4.764500e+07   
Cash                       3.382900e+07  9.992200e+07  1.097490e+08   
Total Current Liabilities  9.200960e+08  1.053438e+09  1.161964e+09   
Property Plant Equipment   4.822495e+09  4.835014e+09  4.856531e+09   
Total Current Assets       4.585730e+08  4.846940e+08  4.298130e+08   
Net Tangible Assets        2.910247e+09  2.544224e+09  2.464906e+09   
Net Receivables            3.986050e+08  3.686110e+08  3.072010e+08   
Long Term Debt             9.420840e+08  1.243235e+09  1.242676e+09   
Accounts Payable           1.278910e+08  1.439310e+08  1.770990e+08   
Short Long Term Debt                NaN           NaN  1.979190e+08   

                             2021-03-31  
Capital Surplus            3.369272e+09  
Total Liab                 2.653589e+09  
Total Stockholder Equity   2.587068e+09  
Deferred Long Term Liab    7.300000e+06  
Other Current Liab         4.411260e+08  
Total Assets               5.240657e+09  
Common Stock               9.940000e+05  
Other Current Assets       8.032000e+06  
Retained Earnings         -7.813010e+08  
Other Liab                 4.580310e+08  
Treasury Stock            -1.897000e+06  
Other Assets               6.254900e+07  
Cash                       5.906700e+07  
Total Current Liabilities  9.435670e+08  
Property Plant Equipment   4.842849e+09  
Total Current Assets       3.352590e+08  
Net Tangible Assets        2.587068e+09  
Net Receivables            2.568370e+08  
Long Term Debt             1.242108e+09  
Accounts Payable           1.206470e+08  
Short Long Term Debt       1.954510e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       40183000.0          0.0   
Total Cashflows From Investing Activities -154330000.0 -188348000.0   
Net Borrowings                            -308979000.0 -200414000.0   
Total Cash From Financing Activities      -431738999.0 -271933000.0   
Change To Operating Activities             160409000.0   33962000.0   
Net Income                                 473063000.0  145321000.0   
Change In Cash                             -66093000.0   -9827000.0   
Repurchase Of Stock                        -49679000.0  -59804000.0   
Total Cash From Operating Activities       519976000.0  450454000.0   
Depreciation                               159870000.0  172469000.0   
Dividends Paid                             -11401627.0  -11715000.0   
Change To Account Receivables             -153717000.0 -153717000.0   
Other Cashflows From Financing Activities  -13066000.0  -13066000.0   
Change To Netincome                       -162105000.0   95221000.0   
Capital Expenditures                      -154808000.0 -188654000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -131379000.0 -104747000.0  
Net Borrowings                               -434000.0 -168445000.0  
Total Cash From Financing Activities       -42246000.0 -191868000.0  
Change To Operating Activities            -118700000.0   53068000.0  
Net Income                                 -87037000.0   -9036000.0  
Change In Cash                              50682000.0   56444000.0  
Repurchase Of Stock                        -29927000.0  -23423000.0  
Total Cash From Operating Activities       224307000.0  353059000.0  
Depreciation                               165442000.0  149891000.0  
Dividends Paid                             -11885000.0  -11885000.0  
Change To Account Receivables             -153717000.0 -153717000.0  
Other Cashflows From Financing Activities  -13066000.0  -13066000.0  
Change To Netincome                        260725000.0  155299000.0  
Capital Expenditures                      -131423000.0 -109117000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   437800000   -9036000
2Q2021   510154000  -87037000
3Q2021   659386000  145321000
4Q2021   784817000  473063000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       499536000.0  145531000.0  -87192000.0   
Minority Interest                              None         None         None   
Net Income                              473063000.0  145321000.0  -87037000.0   
Selling General Administrative           31366000.0   30847000.0   32843000.0   
Gross Profit                            708056000.0  587005000.0  441770000.0   
Ebit                                    522355000.0  165486000.0  -67199000.0   
Operating Income                        522355000.0  165486000.0  -67199000.0   
Other Operating Expenses                 -2836000.0  220806000.0  313630000.0   
Interest Expense                        -16572000.0  -20098000.0  -20060000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       26473000.0     210000.0    -155000.0   
Total Revenue                           784817000.0  659386000.0  510154000.0   
Total Operating Expenses                262462000.0  493900000.0  577353000.0   
Cost Of Revenue                          76761000.0   72381000.0   68384000.0   
Total Other Income Expense Net          -22819000.0  -19955000.0  -19993000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          473063000.0  145321000.0  -87037000.0   
Net Income Applicable To Common Shares  473063000.0  145321000.0  -87037000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        -8981000.0  
Minority Interest                              None  
Net Income                               -9036000.0  
Selling General Administrative           32677000.0  
Gross Profit                            374264000.0  
Ebit                                     10038000.0  
Operating Income                         10038000.0  
Other Operating Expenses                184432000.0  
Interest Expense                        -19041000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                          55000.0  
Total Revenue                           437800000.0  
Total Operating Expenses                427762000.0  
Cost Of Revenue                          63536000.0  
Total Other Income Expense Net          -19019000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           -9036000.0  
Net Income Applicable To Common Shares   -9036000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  6850630    2022-01-30   
1             Vanguard Total Stock Market Index Fund  2768637    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2452337    2021-12-30   
3                     Oakmark Equity and Income Fund  2387591    2021-12-30   
4    Delaware Group Equity Fds V-Small Cap Core Fund  2303183    2022-02-27   
5                           iShares Russell 2000 ETF  2232757    2022-01-30   
6                    DFA U.S. Small Cap Value Series  2118368    2022-01-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  1970000    2022-01-30   
8               Vanguard Small-Cap Growth Index Fund  1526296    2021-12-30   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1385684    2022-01-30   

    % Out      Value  
0  0.0718  406036840  
1  0.0290  135054112  
2  0.0257  119624998  
3  0.0250  116466688  
4  0.0241  148601367  
5  0.0234  132335507  
6  0.0222  125555671  
7  0.0206  116761900  
8  0.0160   74452718  
9  0.0145   82129490  ]
['options', ('2022-07-15', '2022-12-16')]
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
        beta currentRatio debtToEquity dividendRate dividendYield  \
NFG  0.65625        0.335      153.726         1.82        0.0245   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NFG           0.48  1072884992        0.5368  10.970457    493999136   

    grossMargins grossProfits heldPercentInstitutions              industry  \
NFG      0.59349   1095026000                 0.77105  Oil & Gas Integrated   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NFG  6792414208         800038976          0.36285      0.3534     1.31   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NFG    3.644438                     3.398482       0.23674      0.222   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
NFG        0.06076        0.23881         0.273          21.899  Energy   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
NFG          91455696       4.03  52569000             0.575  2864929024   

    totalRevenue trailingPE  
NFG   1998660992   14.41576  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 65.440002 66.196732 71.468095 76.739458 70.233492 2.539221 65.155049 75.311934
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
NFG 1.09896 65.440002 10051408.984375 0.723622 0.865522 0.460844
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 18.324747184742776 15.305693066945635
test cv mean error, stdev (10 folds): 19.906571504281303 15.171302614962713
sell date: 2022-08-05
expected return: 0.09109436685121705
discounted return: 0.0018179254024808245
quarter return: 1.1818692529860817
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0229   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5171999744       0.67999  5.241749    958625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.87707   5577000000                 0.91762  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  21473144832        4572000256           0.5071      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.703891                     2.823185       0.36037      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10636        0.22396         1.036          42.257  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7606000128   8.066091  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 122.290001 125.260628 146.419524 167.57842 139.154444 9.491267 120.17191 158.136978
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FANG 1.13222 122.290001 60333589.648438 0.711781 0.579467 0.467129
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 459.0050483558149 368.234703595398
test cv mean error, stdev (10 folds): 499.215977209822 362.45050877841464
sell date: 2022-09-23
expected return: 0.1252357812388129
discounted return: 0.0012171586630722597
quarter return: 1.1184127631338863
['options', ('2023-01-20', '2024-01-19')]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 17.52 16.247353 18.072381 19.897408 15.954921 1.924943 12.105034 19.804807
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 1.389288 17.52 10530212.5 0.876816 0.791457 0.500704
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 4.43977579592289 6.248313486042797
test cv mean error, stdev (10 folds): 4.868334984924159 6.397286247099476
sell date: 2022-09-23
expected return: 0.042219664930082564
discounted return: 0.00042640771054158755
quarter return: 1.0400004520992914
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.98 27.175062 35.668889 44.162716 29.964286 5.34115 19.281986 40.646585
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.835417 32.98 92668774.023438 0.721917 0.581704 0.554972
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 32.03876381353625 24.823206438530256
test cv mean error, stdev (10 folds): 30.71500806516274 25.661938522169393
sell date: 2022-09-23
expected return: 0.13271601266179398
discounted return: 0.0012855503530107004
quarter return: 1.125463190872125
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.790001 94.21236 94.956032 95.699705 88.233333 5.546632 77.140069 99.326598
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MANT 2.782348 94.790001 4428022.265625 0.833671 0.571232 0.363702
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 79.0823831464889 56.433028995232796
test cv mean error, stdev (10 folds): 75.67081784013739 58.095859417861696
sell date: 2022-08-26
expected return: 0.13211468439122453
discounted return: 0.001799984493789042
quarter return: 1.17992362829449
['options', ('2022-08-19',)]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 33.0 32.411108 34.624444 36.837781 29.692222 4.042801 21.60662 37.777824
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 0.963511 33.0 54249330.46875 0.83894 0.727369 0.435637
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 6.864336628672092 6.3615256006982515
test cv mean error, stdev (10 folds): 7.292307789922857 6.519291105037877
sell date: 2022-09-23
expected return: 0.15781104020008568
discounted return: 0.0015117723827935414
quarter return: 1.1490988587232984
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 177.059998 176.153403 185.845715 195.538026 194.674128 7.920194 178.833739 210.514517
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 1.413592 177.059998 3264449.609375 0.48903 0.752482 0.355797
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 191.49791417755577 238.74580523971844
test cv mean error, stdev (10 folds): 195.94534542673026 249.96392674806802
sell date: 2022-08-12
expected return: 0.03199293925203201
discounted return: 0.0005727425949118015
quarter return: 1.0540893669720386
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.230003 64.240713 64.712222 65.183731 62.082857 3.916774 54.249309 69.916406
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 2.134689 64.230003 27009982.03125 0.97101 0.978004 0.420279
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 60.642543509569535 138.4797986966537
test cv mean error, stdev (10 folds): 66.26502219043866 144.03674940822287
sell date: 2022-09-02
expected return: 0.03505054443547022
discounted return: 0.0004533956570731412
quarter return: 1.0425847300311661
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 40.150002 35.915072 38.024936 40.134801 35.226667 2.439389 30.347888 40.105445
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GO 1.191531 40.150002 21744971.289062 0.687007 0.173605 0.403873
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 23.788531770555906 17.286788080066042
test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287
sell date: 2022-07-22
expected return: 0.1274470454560351
discounted return: 0.003534343613466495
quarter return: 1.3834582599298348
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.130001 31.878985 32.19127 32.503555 31.861111 0.826432 30.208246 33.513976
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 1.643789 32.130001 10900973.046875 0.966327 0.518794 0.448871
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 18.832273543039243 14.827822266373204
test cv mean error, stdev (10 folds): 19.958987625493084 15.095907110456098
sell date: 2022-08-05
expected return: 0.05408821482336362
discounted return: 0.0010980220080683
quarter return: 1.1062352736529146
['options', ('2022-08-19',)]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 164.020004 159.077845 165.278412 171.47898 162.282857 5.027495 152.227867 172.337847
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FCN 0.694756 164.020004 6853053.320312 0.888589 0.922824 0.404937
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 113.70674073030936 46.52872713460469
test cv mean error, stdev (10 folds): 109.63912539319355 46.897916019199755
sell date: 2022-09-02
expected return: 0.13640859726496324
discounted return: 0.001683954898118678
quarter return: 1.1674169282463545
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 28.5 25.427799 27.012222 28.596646 26.44746 1.162243 24.122974 28.771947
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIVO 0.591657 28.5 11730103.320312 0.878325 0.565494 0.431737
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 13.788280356464544 13.738014778596314
test cv mean error, stdev (10 folds): 15.089252087061718 13.747310761770128
sell date: 2022-09-23
expected return: 0.10807420709324252
discounted return: 0.0010585346980978017
quarter return: 1.1022281100955453
['options', ('2022-07-15',)]
exp_return sell_date stop_loss_price days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag pi_lower pi_upper price Sector Index error_price_ratio std_price_ratio
SYMBOL
CEIX 0.921314 2022-09-16 40.517839 90 0.007282 1.949398 36.226317 60.302806 False 32.428164 226.741876 46.150002 Energy SP600 0.784969 1.306670
MTDR 0.450502 2022-09-23 49.902308 97 0.003841 1.422960 55.706213 39.882042 False 24.426252 229.564458 51.200001 Energy SP400 1.088012 0.778946
GO 0.127447 2022-07-22 38.403646 34 0.003534 1.383458 23.788533 17.286792 False 34.353787 58.618001 40.150002 Consumer Defensive SP400 0.592491 0.430555
PDCE 0.262066 2022-08-26 61.839983 69 0.003379 1.363880 70.972532 66.193714 False 40.193491 169.711276 64.779999 Energy SP400 1.095593 1.021823
LNTH 0.274266 2022-09-16 55.687467 90 0.002697 1.281148 42.361418 59.407850 False 41.834574 142.816875 60.720001 Healthcare SP600 0.697652 0.978390
EQT 0.281977 2022-09-23 36.264062 97 0.002564 1.265666 32.888753 51.452810 False 25.446605 86.890724 35.939999 Energy SP400 0.915102 1.431631
SM 0.276360 2022-09-23 37.394889 97 0.002519 1.260406 41.847935 46.453127 False 17.534757 146.502924 39.709999 Energy SP600 1.053839 1.169809
MRO 0.236334 2022-09-16 22.858761 90 0.002360 1.242177 13.816439 12.742005 False 16.029268 52.645428 24.150000 Energy SP500 0.572109 0.527619
APA 0.186192 2022-09-02 36.194041 76 0.002249 1.229608 51.470318 47.097832 False 20.696034 108.160044 39.220001 Energy SP500 1.312349 1.200863
MUR 0.221549 2022-09-23 30.937763 97 0.002065 1.209013 33.259360 28.856464 False 18.894554 95.615268 33.639999 Energy SP400 0.988685 0.857802
HES 0.189157 2022-09-16 102.966273 90 0.001927 1.193744 199.071074 129.126258 False 77.768984 189.683542 102.870003 Energy SP500 1.935171 1.255237
NFG 0.091094 2022-08-05 65.877440 48 0.001818 1.181869 19.906572 15.171303 False 61.492047 82.692479 65.440002 Energy SP400 0.304196 0.231835
MANT 0.132115 2022-08-26 92.066246 69 0.001800 1.179924 75.670818 58.095859 False 80.119384 142.108248 94.790001 Technology SP600 0.798300 0.612890
VAW 0.062302 2022-07-22 161.912150 34 0.001779 1.177671 311.019478 418.064744 False 151.150742 197.947407 162.800003 error nan 1.910439 2.567965
DVN 0.180822 2022-09-23 54.342508 97 0.001715 1.170748 74.836464 61.972962 False 35.804542 131.224397 58.020000 Energy SP500 1.289839 1.068131
FCN 0.136409 2022-09-02 158.453319 76 0.001684 1.167417 109.639125 46.897916 False 138.261123 249.902076 164.020004 error SP400 0.668450 0.285928
OXY 0.146652 2022-09-16 52.295182 90 0.001522 1.150144 72.475170 60.181503 False 26.246087 155.309069 55.680000 Energy SP500 1.301637 1.080846
HRB 0.157811 2022-09-23 31.962418 97 0.001512 1.149099 7.292308 6.519291 False 25.319447 57.178557 33.000000 Consumer Cyclical SP400 0.220979 0.197554
PBF 0.132716 2022-09-23 30.232216 97 0.001286 1.125463 30.715008 25.661939 False 17.410757 86.331444 32.980000 Energy SP600 0.931322 0.778106
PXD 0.089117 2022-08-26 219.847565 69 0.001238 1.120554 1035.233622 908.877005 False 155.270046 379.937246 221.770004 Energy SP500 4.668051 4.098286
FANG 0.125236 2022-09-23 112.738415 97 0.001217 1.118413 499.215977 362.450509 False 54.708101 323.235097 122.290001 Energy SP500 4.082231 2.963861
TVTY 0.054088 2022-08-05 28.854486 48 0.001098 1.106235 19.958988 15.095907 False 17.666572 65.018006 32.130001 error SP600 0.621195 0.469838
MPC 0.006552 2022-06-24 82.153626 6 0.001089 1.105314 150.673042 163.872635 False 76.130656 100.817368 87.290001 Energy SP500 1.726120 1.877336
VIVO 0.108074 2022-09-23 25.672233 97 0.001059 1.102228 15.089252 13.747311 False 18.284304 54.544252 28.500000 error SP600 0.529447 0.482362
XOM 0.106446 2022-09-23 85.155124 97 0.001043 1.100692 148.353274 166.713496 False 63.898186 141.078642 86.120003 Energy SP500 1.722634 1.935828
MUSA 0.054759 2022-08-26 208.427361 69 0.000773 1.073670 648.006469 656.416182 False 173.825992 309.726862 219.949997 Consumer Cyclical SP400 2.946154 2.984388
VDC 0.031993 2022-08-12 174.434831 55 0.000573 1.054089 195.945345 249.963927 False 162.466960 203.981255 177.059998 error nan 1.106661 1.411747
MCK 0.046541 2022-09-16 289.281470 90 0.000506 1.047600 436.745527 368.056923 False 235.702588 418.332249 300.570007 Healthcare SP500 1.453058 1.224530
VGT 0.032047 2022-08-26 309.629140 69 0.000457 1.042956 1427.680419 1267.772448 False 263.550100 408.860257 319.809998 error nan 4.464152 3.964143
ACC 0.035051 2022-09-02 60.346208 76 0.000453 1.042585 66.265022 144.036749 False 49.737147 90.345055 64.230003 Real Estate SP400 1.031683 2.242515
TWI 0.042220 2022-09-23 16.078825 97 0.000426 1.040000 4.868335 6.397286 False 8.189234 40.713970 17.520000 Industrials SP600 0.277873 0.365142
CIVI 0.000246 2022-09-23 55.067788 97 0.000003 1.000233 61.659992 42.567136 True 30.686485 122.257945 60.080002 Energy SP600 1.026298 0.708508
RRC -0.000149 2022-06-24 24.044452 6 -0.000025 0.997725 12.432073 14.151900 False 21.802809 31.691277 26.290001 Energy SP400 0.472882 0.538300
EOG -0.001942 2022-06-24 104.810475 6 -0.000324 0.970631 286.672428 188.787778 False 98.167833 126.536330 111.669998 Energy SP500 2.567139 1.690586